V-Lab
COMSYS Holdings Corp GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
23.81%
decreased by 1.09%
1 Week
24.03%
decreased by 0.87%
1 Month
24.86%
decreased by 0.04%
Analysis last updated: Saturday, August 22, 2026 at 10:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 3, 1990 to Aug 21, 2026Model Insight
With persistence 0.994, volatility shocks have a half-life of 124 trading days (~0.5 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 5.22 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 6.0513 | 4.41*** |
α ARCH Response to squared shocks | 0.0595 | 55.58*** |
β GARCH Volatility persistence | 0.9944 | 788.62*** |
ν DF Student-t tail thickness | 5.2187 | 12.65*** |
Persistence:
0.994
Half-life:
124 days
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